Results 11 to 20 of about 1,067,783 (177)

Path Counting and Random Matrix Theory [PDF]

open access: yesThe Electronic Journal of Combinatorics, 2003
We establish three identities involving Dyck paths and alternating Motzkin paths, whose proofs are based on variants of the same bijection. We interpret these identities in terms of closed random walks on the halfline. We explain how these identities arise from combinatorial interpretations of certain properties of the $\beta$-Hermite and $\beta ...
Dumitriu, Ioana, Rassart, Etienne
openaire   +5 more sources

Action correlations and random matrix theory [PDF]

open access: greenJournal of Physics A: Mathematical and General, 2003
26 pages, 15 ...
Uzy Smilansky, Basile Verdene
openalex   +5 more sources

Symmetry classes in random matrix theory [PDF]

open access: green, 2004
Short review article (max. 4000 words) solicited by the editors of the Encylopedia of Mathematical Physics (Elsevier, 2005)
Martin R. Zirnbauer
openalex   +4 more sources

Portfolio Optimization and Random Matrix Theory in Stock Exchange [PDF]

open access: yesمدیریت نوآوری و راهبردهای عملیاتی, 2021
Purpose: This study aimed to optimize the stock portfolio based on stochastic matrix theory in the stock market and to answer whether the relevant information will exist using the Marčenko–Pastur distribution.Methodology: The data of 31 shares in the ...
mostafa heidari haratemeh
doaj   +1 more source

Random matrix theory of the isospectral twirling

open access: yesSciPost Physics, 2021
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1].
Salvatore F. E. Oliviero, Lorenzo Leone, Francesco Caravelli, Alioscia Hamma
doaj   +1 more source

A Note on Cumulant Technique in Random Matrix Theory

open access: yesEntropy, 2023
We discuss the cumulant approach to spectral properties of large random matrices. In particular, we study in detail the joint cumulants of high traces of large unitary random matrices and prove Gaussian fluctuation for pair-counting statistics with non ...
Alexander Soshnikov, Chutong Wu
doaj   +1 more source

Prediction of Solar Ultraviolet Radiations Using Random Matrix Theory

open access: yesFrontiers in Biomedical Technologies, 2023
Purpose: The correlation of different samples can be described by analytical models such as random matrix theory. In this study, we tried to describe the correlation of different types of ultraviolet values in different months, weeks, and hours to get a
Reza Malekzadeh   +3 more
doaj   +1 more source

Analysis of the Global Banking Network by Random Matrix Theory

open access: yesFrontiers in Physics, 2021
Since the financial crisis of 2008, the network analysis of financial systems has attracted a lot of attention. In this paper, we analyze the global banking network via the method of Random Matrix Theory. By applying that method on a cross border lending
Ali Namaki   +11 more
doaj   +1 more source

Random Matrix Theory Predictions of Dominant Mode Rejection Beamformer Performance

open access: yesIEEE Open Journal of Signal Processing, 2022
Adaptive beamformers use a sensor covariance matrix estimated from data snapshots to mitigate directional interference and attenuate uncorrelated noise.
Christopher Hulbert, Kathleen Wage
doaj   +1 more source

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